Can only speak of what I own but..
BLI - I have two. I love both. One has a Tsunami 2 decoder and runs for days without bitching. The other will pull your computer desk across the room but will find places in the track to lose power every two feet.
Athearn - General purpose catch-all. Genesis is upper-tier but can sometimes have issues.
Atlas - Workhorses that can pull a fuckton. Generally pretty good.
Walthers - See above. Protos are fucking gorgeous, but Mainline are solid pullers & free for detailing.
Kato - Hasn't kept up competitively with the others, IMO, but still a source of good locos for the big pools if you like running lots of power on a train.
Bowser - Same as Kato in performance, but the models are done up pretty well.
Bachmann - Be VERY picky and do your research. I have two Spectrum 2-10-2's that can't pull for shit despite being quite heavy. I still like them. I also have a red box 4449 Freedom with sound that is a great runner but absolutely weak as hell.
Life-Like Proto-2000 - Throwing this in because they are all over ebay and readily available used at train shows. These things have aged quite a bit by now, but they are sought after for their pulling power and ease of maintenance. Some may need new parts, such as axles or gears. Some of these are prone to having cracked axles and/or destroyed trucks due to hardened grease. Still worth buying, especially if in a gray box. These perform just like Walthers locos.
ScaleTrains - I have one Rivet Counter SD40-2. Compated to other SD40-2's I have, this one is a tank and can drag a lot. Some details parts were loose in the box. Plays well with others. Save yourself the hassle and try to get DCC equipped from factory. These nerds need 21-pin decoders.